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How to process TickReplay on Add on for OnMarketData?

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    How to process TickReplay on Add on for OnMarketData?

    Hi NT,

    How to recreate the TickReplay behavior of OnMarketData on a AddOn? I other words, I am looking to replay Last/Bid/Ask in an AddOn similar to what happens on a Indicator. I found TickReplayIterator class but I do not know how to use nor I am sure this is the right direction. Can you provide a sample?

    Thank You!
    jmneto

    #2
    I found how to do it already. Thx.

    Comment


      #3
      Hello jmneto,

      Thanks for the post.

      Please feel free to post your solution for the community. I could not find an obvious way of doing this and could not find any example to share, so a solution would be interesting to review.
      Chris L.NinjaTrader Customer Service

      Comment


        #4
        Sorry, I used exactly the same technique from the SuperDom Column Volume.cs (public class Volume : SuperDomColumn) the code comes default in NT.

        I used BarsRequest.Request with this period:

        BarsPeriod bp = new BarsPeriod
        {
        MarketDataType = MarketDataType.Last,
        BarsPeriodType = BarsPeriodType.Tick,
        Value = 1
        };

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